3.50Open4.30Pre Close37 Volume351 Open Interest65.00Strike Price10.60KTurnover50.53%IV3.82%PremiumJan 17, 2025Expiry Date0.28Intrinsic Value100Multiplier22DDays to Expiry2.47Extrinsic Value100Contract SizeAmericanOptions Type-0.4822Delta0.0501Gamma19.91Leverage Ratio-0.0703Theta-0.0182Rho-9.60Eff Leverage0.0629Vega